ScholarGate
Msaidizi

Linganisha mbinu

Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.

Modeli wa SARIMA Usiohusisha Mstari×Mfumo wa ARIMA (Autoregressive Integrated Moving Average)×Mfumo wa SARIMA×
NyanjaEkonometrikiEkonometrikiEkonometriki
FamiliaRegression modelRegression modelRegression model
Mwaka wa asili1990–200019701970 (first edition); 1976 (revised)
MwanzilishiTong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applicationsGeorge Box and Gwilym JenkinsBox, Jenkins, and Reinsel
AinaNonlinear time series modelTime series forecasting modelSeasonal time series model
Chanzo asiliaTong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198523000Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day. link ↗Box, G. E. P., Jenkins, G. M., & Reinsel, G. C. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0130607744
Majina mbadalaNL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMAARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)SARIMA, seasonal ARIMA, Box-Jenkins seasonal model, ARIMA with seasonal component
Zinazohusiana365
MuhtasariThe Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture.The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.SARIMA extends ARIMA by adding seasonal autoregressive and moving-average operators to capture repeating patterns at fixed intervals — such as monthly, quarterly, or annual cycles. Denoted SARIMA(p,d,q)(P,D,Q)s, it is the standard workhorse for univariate seasonal time series forecasting in econometrics, economics, and official statistics.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

Nenda kwenye utafutaji Pakua slaidi

ScholarGateLinganisha mbinu: Nonlinear SARIMA Model · ARIMA model · SARIMA model. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare